+195.5%
USO vs CP
+32.0%
+163.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | -2.7% | +12.1% | +9.9% |
| 30D | +23.6% | +0.2% | +23.4% | +23.4% |
| 3M | +3.8% | +2.6% | +1.2% | +3.2% |
| 6M | +55.0% | +6.0% | +49.1% | +52.8% |
| YTD | +105.3% | +24.9% | +80.3% | +93.9% |
| 1Y | +91.4% | +20.1% | +71.3% | +82.4% |
| 3Y | +84.6% | +16.4% | +68.2% | +74.2% |
| All | +195.5% | +32.0% | +163.5% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling